Best way to migrate data from legacy MS-SQL/Windows to cake based LAMP server

I need to do an extract and conversion of some data from an older
windows-based MS-SQL legacy system managed by another company, into
our existing cake-based LAMP system.

I don't think the data volume is very high. A few thousand rows, tops.
All English. Simple product data.

Has anyone gone through a similar exercise?

I've thought of the following possibilities:

- Export of the legacy tables as XML, process them using cake's XML
library, and save into our cake-base LAMP system, or
- import their XML into MySQL as is, and do the conversion entirely in
SQL, or
- use cakeDC's migration plugin (not sure it is even applicable to non-
cake databases)
- some other way??

Any suggestions on the easiest way to approach this?

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